Soc. Generale Put 1.04 USDCHF 18..../  DE000ST3VGJ4  /

Frankfurt Zert./SG
10/23/2020  9:21:51 AM Chg.+0.010 Bid9:39:10 AM Ask9:39:10 AM Underlying Strike price Expiration date Option type
12.660EUR +0.08% 12.710
Bid Size: 22,500
12.720
Ask Size: 22,500
CROSSRATE USD/CHF 1.04 CHF 12/18/2020 Put

Master data

WKN: ST3VGJ
Issuer: Société Générale
Currency: EUR
Underlying: CROSSRATE USD/CHF
Type: Warrant
Option type: Put
Strike price: 1.04 CHF
Maturity: 12/18/2020
Issue date: 8/1/2018
Last trading day: 12/16/2020
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: -6.57
Leverage: Yes

Calculated values

Fair value: 21.10
Intrinsic value: 12.53
Implied volatility: -
Historic volatility: 0.06
Parity: 12.53
Time value: 0.30
Break-even: 0.84
Moneyness: 1.15
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.08%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 12.620
High: 12.660
Low: 12.620
Previous Close: 12.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.48%
1 Month  
+14.16%
3 Months  
+13.64%
YTD  
+42.73%
1 Year  
+60.25%
3 Years     -
5 Years     -
1W High / 1W Low: 12.850 11.890
1M High / 1M Low: 12.850 10.620
6M High / 6M Low: 13.120 7.330
High (YTD): 8/18/2020 13.120
Low (YTD): 5/6/2020 7.330
52W High: 8/18/2020 13.120
52W Low: 11/29/2019 6.750
Avg. price 1W:   12.482
Avg. volume 1W:   0.000
Avg. price 1M:   11.782
Avg. volume 1M:   0.000
Avg. price 6M:   10.338
Avg. volume 6M:   0.000
Avg. price 1Y:   9.365
Avg. volume 1Y:   0.000
Volatility 1M:   41.55%
Volatility 6M:   55.87%
Volatility 1Y:   64.36%
Volatility 3Y:   -